+1,071.7%
KEYS vs GME
+171.3%
+900.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.3% | -6.0% | -1.0% |
| 7D | +2.9% | +4.8% | -1.9% | +2.7% |
| 30D | -1.3% | +5.9% | -7.2% | -1.6% |
| 3M | -0.1% | -10.7% | +10.6% | +0.3% |
| 6M | +17.4% | -19.8% | +37.2% | +18.3% |
| YTD | +62.9% | -0.9% | +63.9% | +62.6% |
| 1Y | +95.7% | -15.7% | +111.4% | +96.7% |
| 3Y | +150.2% | +12.3% | +137.9% | +135.4% |
| 5Y | +83.1% | -60.1% | +143.1% | +75.1% |
| 10Y | +1,020.9% | +265.3% | +755.6% | +593.8% |
| All | +1,071.7% | +171.3% | +900.4% | +619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling